An investor has a $200,000 portfolio of which $120,000 has been invested in Stock A and the remainder in Stock B. Other characteristics of the portfolio are shown in the accompanying table. The correlation coefficient between the returns on Stocks A and B is ________.
A) -0.17
B) 0.20
C) 0.80
D) 4.97

Question

An investor has a $200,000 portfolio of which $120,000 has been invested in Stock A and the remainder in Stock B. Other characteristics of the portfolio are shown in the accompanying table.  The correlation coefficient between the returns on Stocks A and B is ________.
A) -0.17 
B) 0.20 
C) 0.80 
D) 4.97

Quizplus · Accepted Answer

The Answer of An investor has a $200,000 portfolio of which $120,000 has been invested in Stock A and the remainder in Stock B. Other characteristics of the portfolio are shown in the accompanying table.  The correlation coefficient between the returns on Stocks A and B is ________.
A) -0.17 
B) 0.20 
C) 0.80 
D) 4.97

An Investor Has a $200,000 Portfolio of Which $120,000 Has